Search Results - subject_exact:"Bankrisiko"

Endogenous bank risks and the lending channel of monetary policy

Araujo, Gabriela; Rivero, David; Rodríguez, Hugo - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015655489

Transformed intermediation : credit risk to NBFIs, liquidity risk to banks

Acharya, Viral V.; Cetorelli, Nicola; Tuckman, Bruce - 2026

We argue that the rapid asset growth of nonbank financial intermediaries (NBFIs) relative to banks is the outcome of transformations of risks between banks and NBFIs that increase the interconnectedness of the two sectors. These transformations are consistent with avoiding tighter, post-GFC bank...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015564039

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Transformed intermediation : credit risk to nbfis, liquidity risk to banks

Acharya, Viral V.; Cetorelli, Nicola; Tuckman, Bruce - 2026

Book / Working Paper

Bank inflation expectations, risk premia and lending behavior

Akgündüz, Yusuf Emre; Bölükbaş, Kübra; Çolak, … - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015568344

The resilience of banks' exposure to the commercial real estate market in Slovenia

Ćirjaković, Jelena - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015608986

Measuring flood risk in Czechia with stress testing and a Gumbel copula based VaR

Folprecht, Marek - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015609159

Beyond hot money : brokered deposits and bank funding stability

Dagher, Jihad C.; Fuster, Andreas - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015609791

Model risk under CECL : a consumer finance perspective

Canals-Cerdá, José J. - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015609899

Bond funds' risk taking and monetary policy

Anyphantakē, Sophia; Giannakidis, Haris; … - 2026

Using granular security-level data from bond funds domiciled in the US and the euro area, we identify a market-based risk-taking channel of monetary policy transmission via the credit-risk and the maturity structure of bond funds' portfolios. We measure credit risk at the fund level as the...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015610151

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Bond funds' risk taking and monetary policy

Anyphantakē, Sophia; Malliaropulos, Dimitris; … - 2026

Book / Working Paper

Survivorship bias in systemic risk estimation

Skouralis, Alexandros - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015611084

Legal dimensions of global AML risk assessment : a machine learning approach

Kovalchuk, Olha; Shevchuk, Ruslan; Banakh, Serhiy; … - 2026

Money laundering poses a serious threat to financial stability and requires effective national frameworks for prevention. This study investigates how the quality of legal and institutional frameworks affects the effectiveness of national anti-money laundering (AML) systems and their implications...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015611262

Unveiling ESG controversy risks : a multi-criteria evaluation of whistleblowing performance in European financial institutions

Sklavos, George; Zournatzidou, Georgia; Sariannidis, … - 2026

Financial institutions face increased reputational, regulatory, and ethical risks as the frequency and complexity of Environmental, Social, and Governance (ESG) controversies increase. Whistleblowing mechanisms are essential in the context of institutional resilience and the mitigation of...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015611265

The effect of economic policy uncertainty on banks : distinguishing short- and long-term effects

Ashraf, Badar Nadeem; Qian, Ningyu - 2026

The interplay between government economic policy uncertainty (EPU) and bank risk remains a key concern in the financial stability literature. This study advances the field by examining the dynamic, time-varying impact of EPU on bank risk, explicitly differentiating between short- and long-term...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015611389

Cross-border banking, intragroup exposures, and risk-taking

Cuijpers, Eric; Vlahu, Razvan - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015611564

Risk Propagation in the European Banking System : Amplification Effect from NBFIs and Market Risks

Valderrama, Laura - 2026

This paper applies network analysis to examine the impact of non-bank financial institutions (NBFIs) and financial market stress on contagion risk within the interbank network. Using network-based simulations on euro area banks’ supervisory data, we find that banks’ strong capital and...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015612591

Modernizing Palau's Financial System : Opportunities and Risks

Davico, Ricardo - 2026

Palau’s financial system faces structural challenges that inhibit effective financial intermediation, mobilization of domestic savings, and payment system efficiency. The authorities have been striving to address these challenges through digital initiatives. While these initiatives are...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015612613

A public-private partnership? : central bank funding and credit supply

Chavaz, Matthieu; Elliott, David; Monroe, Win - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015613835

Institutional reform and depositors' portfolio choice evidence from bank account data

Berlemann, Michael; Luik, Marc-André - 2026

In this paper we employ the natural experiment of German Division and Reunification in order to study the effect of institutional reform on the decision to hold risky assets. We present empirical evidence indicating that even 16 years after German Reunification risky portfolios of East and West...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015614062

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Institutional reform and depositors' portfolio choice : evidence from bank account data

Berlemann, Michael; Luik, Marc-André - 2016

Book / Working Paper

Insuring algorithmic operations : liability risk, pricing, and risk control

Liu, Zhiyong John; Park, Jin; Wang, Mengying; Wen, He - 2026

Businesses increasingly rely on algorithmic systems and machine learning models to make operational decisions about customers, employees, and counterparties. These "algorithmic operations" can improve efficiency but also concentrate liability in a small number of technically complex, drifting...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015614146

Mission drift or strategic expansion? : non-core lending, risk, and capital in US credit unions

Hu, Changjie; Chen, Zhu; Cao, Ting - 2026

This study investigates credit unions' expansion into non-core lending and its association with risk and financial resilience. Using US credit union call report data from 1994 to 2024, we measure the share of purchased loans, lease receivables, and loans held for sale in non-core lending. We...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015614308

Systemic cyber risk

Baker, Steven D.; Lee, Michael Junho - 2026

We propose a quantitative framework to track systemic risk arising from cyber vulnerabilities of the U.S. financial system. Synthesizing financial, economic, cyber, and network data that covers thousands of financial institutions and technological firms, we develop an index that tracks...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015614725

Climate change, bank liquidity and systemic risk

Giuzio, Margherita; Kahraman, Bige; Knyphausen, Jasper - 2026

This paper examines the relevance of banks' exposure to climate transition risk in the interbank lending market. Using transaction-level data on repo agreements, we first establish that banks with higher exposure to transition risk face significantly higher borrowing costs. This premium is a...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015592352

Liquidity spirals

Wiersema, Garbrand; Kemp, Esti; Farmer, J. Doyne - 2026

The financial crisis of 2007-2008 highlighted the risks that liquidity spirals pose to financial stability. We introduce a novel method for studying liquidity spirals and use this method to identify spirals before stock prices plummet and funding markets lock up. We show that liquidity spirals...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015592365

Systemic operational risk in Morocco's banking sector : an empirical analysis using panel VAR

El Khadi, Kawtar; Firano, Zakaria - 2026

This study examines the systemic operational risk in Morocco's banking sector using a Panel VAR model based on data from three banks over ten years. The model includes real GDP, interbank rate (TMP), and bank credit, alongside indicators of operational, credit, and liquidity risks. The Impulse...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015591384

When banks and insurers move together : why systemic risk lives in the tails?

Benlaghaa, Noureddinne; Shafiqa, Fahad; Al-Derhamand, … - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015592004

Sweeping it under the rug? : the securitisation of climate- stressed loans by European banks

Pietig, Frederik - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015604151

Disentangling the "shadow banking" metaphor

Labat Moles, Héctor - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015604801

A structural model of capital buffer usability

Lang, Jan Hannes; Menno, Dominik - 2026

Under which conditions do usability constraints for regulatory capital buffers emerge? To answer this question, we build a non-linear structural banking sector model with a minimum capital requirement that banks are not allowed to breach, and a capital buffer requirement (CBR) that banks can...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015605600

Synthetic, but how much risk transfer?

Osberghaus, Alex; Schepens, Glenn - 2026

Banks use synthetic risk transfers (SRTs) to offload potential losses in their loan portfolios to non-bank investors while retaining the loans on their balance sheets. We investigate this trillion-euro market using transaction-level data from the euro area, the largest SRT market, and highlight...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015626666

Corporate governance and bank risk before and after the global financial crisis : evidence from India

Banerjee, Gaurango; Shetty, Shekar - 2026

This study examines the impact of corporate governance on sustainability-related risk in Indian banks across crisis and post-crisis periods. Using data from 37 public and private banks between 2006 and 2018, it analyzes how board characteristics influence liquidity and solvency risk. Panel...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015628516

Fintech adoption and bank risk, efficiency and stability : evidence from panel data of selected Asian economies

Uddin, Helal; Barai, Munim Kumar - 2026

Asia presently houses some of the top and dynamic economies in the world. These economies have also experienced high fintech adoption in their banking sectors. This paper examines the impact of fintech adoption and integration on the efficiency and stability of banks in 9 Asian countries, using...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015628633

CBDCs and liquidity risks : evidence from the SandDollar's impact on deposits and loans in the Bahamas

Giraldo-Gordillo, Francisco Elieser; Bustillo Mesanza, … - 2026

This study evaluates the early impact of Central Bank Digital Currencies (CBDCs) on key financial indicators in The Bahamas, focusing on the introduction of the SandDollar-the world's first fully implemented retail CBDC. Using the Synthetic Control Method (SCM), the analysis constructs...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015628744

ESG disclosure quality and banking risk : a dynamic panel analysis of Middle East and African banks

Ahmed, Ibrahim El Siddig - 2026

This study aims to analyze the impact of environmental, social, and governance (ESG) disclosure quality on banking risk. Data were collected from the 100 largest commercial banks in the Middle East and Africa over ten years and examined using econometric analysis to measure the influence of ESG...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015638960

Critical regimes of systemic risk : flow network cascades in the U.S. banking system

Montañez Jacquez, Samuel; Quezada Téllez, Luis Alberto; … - 2026

Systemic risk in banking systems arises from losses transmitted through networks of contractual exposures. Yet, most widely used measures rely on market-implied volatility and equity prices rather than structural balance sheet fragilities. This paper develops a flow network framework that models...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015639141

Words that move markets : ECB presidential tone and euro area bank CDS spreads

Anastasiou, Dimitrios; Bratis, Theodoros; Katsafados, … - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015640044

Disciplining digital risk : evidence from cyber stress tests

Abidi, Nordine; Gambacorta, Leonardo; Kok Sørensen, … - 2026

Investment in cybersecurity in an interconnected banking system has public-good properties: positive externalities can generate systemic underinvestment. Using confidential supervisory data from the European Central Bank, we first identify "laggard" European banks that underinvest relative to...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015640959

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Disciplining digital risk : evidence from cyber stress tests

Abidi, Nordine; Gambacorta, Leonardo; Kok Sørensen, … - 2026

Book / Working Paper

The role of biodiversity risk in shaping bank lending decisions

Bax, Karoline; Ćehajić, Aida - 2026

We examine whether banks incorporate firm-level biodiversity risk into their lending decisions. Using a large sample of syndicated loans matched to firm-level biodiversity risk measures, we document that borrowers with higher biodiversity risk face significantly higher loan spreads. Evidence on...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015641461

Optimal intermediary contracts

Arjmandi, Nabi; Gu, Chao; Haslag, Joseph H.; Wang, Yajie - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015641817

Managerial myopia, willingness for proactive risk-taking, and digital transformation in commercial banks : evidence from China

Huo, Yuanyuan; Wang, Shengnan; Miao, Wenlong - 2026

Digital transformation in commercial banks is a critical enabler of modern financial development. While technological advancement and resource allocation are key drivers, managerial attributes also play a decisive role in shaping transformation trajectories. Managerial myopia-often arising from...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015643331

Assessing climate risks in Uruguay's banks using NGFS short-term scenarios

Barón, Andrea; Dassatti Camors, Cecilia; Lavagna, Gabriela - 2026

The agricultural sector is a key driver of the Uruguayan economy, making it particularly vulnerable to hydrometeorological events. This paper assesses the impact of severe physical risk events - combining droughts, heatwaves, and wildfires - on the capital position of Uruguayan banks, using the...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015643949

Effectiveness of supervisory activities in mitigating banks' commercial real estate risk

Jo, Jae Hyun; Demartis, Stefano; Palligkinis, Spyros - 2026

We assess the effectiveness of supervisory activities in mitigating credit risk stemming from banks' commercial real estate portfolios. We analyse two activity types deployed by European banking supervisors: (a) on-site inspections, which assess in depth banks' risk-taking and internal controls,...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015655791

The effect of regulatory liquidity measure on bank capital structure

Mabandla, Ndonwabile Zimasa; Marozva, Godfrey - 2026

This study investigates the effects of liquidity regulation, specifically the liquidity coverage ratio (LCR), on the capital structure of South African banks, with a focus on debt maturity composition. Using panel data covering the period 2015-2024, the analysis applies the Generalized Method of...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015656185

From compliance to resilience : integrating additional risk factors into AML Business Risk Assessments

Popova, Yelena; Cernisevs, Olegs; Kalmane-Pivkina, Evita - 2026

Risk-based approaches constitute the cornerstone of contemporary anti-money laundering (AML) regulatory frameworks, requiring institutions to conduct Business Risk Assessments (BRAs). While the customer risk assessment component is well-defined across key regulatory dimensions, the "additional...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015656203

The effect of debt guarantees and risk exposure on bank salaries in Switzerland

Sheldon, George - 2026

It is well known that state bank debt guarantees create a significant moral hazard problem by encouraging banks to invest in more risk in the pursuit of higher returns, knowing that the state will bail them out if they fail. Researchers have recently postulated that the higher returns stemming...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015656468

Understanding systemic risks in the Canadian financial system

Bruneau, Gabriel; Clazie-Thomson, Sascha; Duprey, Thibaut; … - 2026 - Last updated: June 11, 2026

This paper reviews recent efforts to monitor and assess systemic risk in the Canadian financial system and outlines a framework for future system-wide stress testing. We examine how perceived and actual interconnections-across banks and non-bank financial institutions, domestic and foreign...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015661657

Banking regulation with risk of sovereign default

D'Erasmo, Pablo N.; Livshits, Igor; Schoors, Koen - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015573480

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Banking regulation with risk of sovereign default

D'Erasmo, Pablo N.; Livshits, Igor; Schoors, Koen - 2026

Book / Working Paper

Banking regulation with risk of sovereign default

D'Erasmo, Pablo N.; Livshits, Igor; Schoors, Koen - 2019

Book / Working Paper

Banking regulation with risk of sovereign default

D'Erasmo, Pablo N.; Livshits, Igor; Schoors, Koen - 2019

Book / Working Paper

The impact of ESG performance on non-performing loans, capital adequacy, liquidity risk, and net balance sheet position in banks

Ciğer, Ayşegül; Yetiz, Filiz; Kınay, Bülent - 2026

This study examines the relationship between banks' ESG performance and core risk and balance sheet indicators in the Turkish banking sector. Using an unbalanced panel of eight banks listed on Borsa Istanbul over the period 2008-2023, we estimate bank fixed-effects models with one-year-lagged...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015652115

How is integrated reporting quality influential on ESG risk scores? : Pillar-Based evidence from international banks

Sarıoğlu, Mert; Taşkın, Dilvin; Kartal, Mustafa Tevfik - 2026

The reporting quality and environment, social, and governance (ESG) scores have become critical in investment and trading decisions. Accordingly, this study finds out the association between Integrated Reporting Quality (IRQ), its pillars, and ESG risk (ESGR) scores of 33 international banks,...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015652149